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ENABLING HYPER-DIFFERENTIAL SENSITIVITY ANALYSIS FOR ILL-POSED INVERSE PROBLEMS

delete2023-07-26
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OA
AI
J
Joseph Hart *
B
Bart van Bloemen Waanders
DOI:10.1137/22M147699Xdelete
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Abstract

Abstract

En 中文
Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high dimensionality of the parameters and computational complexity of the PDE solves make such problems challenging. A common approach is to reduce the dimension by fixing some parameters (which we will call auxiliary parameters) to a best estimate and use techniques from PDE-constrained optimization to estimate the other parameters. In this article, hyper-differential sensitivity analysis (HDSA) is used to assess the sensitivity of the solution of the PDE-constrained optimization problem to changes in the auxiliary parameters. Foundational assumptions for HDSA require satisfaction of the optimality conditions which are not always practically feasible as a result of ill-posedness in the inverse problem. We introduce novel theoretical and computational approaches to justify and enable HDSA for ill-posed inverse problems by projecting the sensitivities on likelihood informed subspaces and defining a posteriori updates. Our proposed framework is demonstrated on a nonlinear multiphysics inverse problem motivated by estimation of spatially heterogeneous material properties in the presence of spatially distributed parametric modeling uncertainties.
Keywords:
hyper-differential sensitivity analysis
inverse problems
PDE-constrained optimization

Journal

SIAM Journal on Scientific Computing cover
SIAM Journal on Scientific Computing
IF:
2.6
Papers:
5.1K
Citations:
1.8W

Organization

U
united states department of energy (doe)
Scholars:
11.3W
Papers: 9.6W
Citations: 246